Generalized Eigenvector - For Defective Matrices

For Defective Matrices

Generalized eigenvectors are needed to form a complete basis of a defective matrix, which is a matrix in which there are fewer linearly independent eigenvectors than eigenvalues (counting multiplicity). Over an algebraically closed field, the generalized eigenvectors do allow choosing a complete basis, as follows from the Jordan form of a matrix.

In particular, suppose that an eigenvalue λ of a matrix A has an algebraic multiplicity m but fewer corresponding eigenvectors. We form a sequence of m eigenvectors and generalized eigenvectors that are linearly independent and satisfy

for some coefficients, for . It follows that

The vectors can always be chosen, but are not uniquely determined by the above relations. If the geometric multiplicity (dimension of the eigenspace) of λ is p, one can choose the first p vectors to be eigenvectors, but the remaining m − p vectors are only generalized eigenvectors.